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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of financial engineering"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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Kreditrisiko
Markov-Kette
Option trading
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Derivat
87
Derivative
87
Option pricing theory
54
Optionspreistheorie
54
Stochastic process
26
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Fang, Liping
2
Leung, Tim
2
Takahashi, Akihiko
2
Wahab, M. I. M.
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Alibeiki, Hedayat
1
Antonelli, Fabio
1
Arai, Takuji
1
Bandi, Chaithanya
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1
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European journal of operational research : EJOR
International journal of financial engineering
International journal of theoretical and applied finance
69
Journal of banking & finance
51
The journal of futures markets
51
Review of derivatives research
33
International review of economics & finance : IREF
30
Applied mathematical finance
28
Quantitative finance
28
Finance research letters
24
Journal of financial economics
23
The journal of credit risk : published quarterly by Incisive Media
22
The journal of fixed income
21
The North American journal of economics and finance : a journal of financial economics studies
20
International review of financial analysis
19
Energy economics
18
Journal of mathematical finance
18
The European journal of finance
17
Finance and stochastics
16
The journal of computational finance
16
The journal of derivatives : JOD
16
Journal of economic dynamics & control
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Risks : open access journal
15
Journal of risk management in financial institutions
14
NBER working paper series
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of financial markets
13
SpringerLink / Bücher
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Finance and economics discussion series
12
Management science : journal of the Institute for Operations Research and the Management Sciences
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NBER Working Paper
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Finanzmarkt und Portfolio-Management
11
Research paper series / Swiss Finance Institute
11
Review of quantitative finance and accounting
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Working paper / National Bureau of Economic Research, Inc.
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Insurance / Mathematics & economics
10
Journal of empirical finance
10
The journal of financial market infrastructures
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1
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida
;
Tütüncü, Reha H.
;
Vicente, …
- In:
European journal of operational research : EJOR
187
(
2008
)
2
,
pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
Saved in:
2
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
3
Static models of central counterparty risk
Ghamami, Samim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011333478
Saved in:
4
Pricing exotic derivatives exploiting structure
Sesana, Debora
;
Marazzina, Daniele
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 369-381
Persistent link: https://www.econbiz.de/10010361703
Saved in:
5
A comparison of regime-switching temperature modeling approaches for applications in weather derivatives
Elias, R. S.
;
Wahab, M. I. M.
;
Fang, Liping
- In:
European journal of operational research : EJOR
232
(
2014
)
3
,
pp. 549-560
Persistent link: https://www.econbiz.de/10010224963
Saved in:
6
Portfolio optimization in a regime-switching market with derivatives
Fu, Jun
;
Wei, Jiaqin
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
233
(
2014
)
1
,
pp. 184-192
Persistent link: https://www.econbiz.de/10010225264
Saved in:
7
Optimal hedging when the underlying asset follows a regime-switching Markov process
François, Pascal
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
Saved in:
8
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
9
A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann
;
Grunspan, Cyril
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
Saved in:
10
Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom
;
Leung, Tim
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
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